Silvertrain AI · Alpha Research & Systematic Trading Team
Quantitative Researcher · Intern
Jul 2026 – PresentParis, France
Researched and backtested alpha signals for market-making and arbitrage strategies across prediction markets.
Analyzed historical and live market microstructure through liquidity, order flow, spreads and prices.
Developed Python tools across 4 research stages: data processing, strategy evaluation, performance attribution and robustness analysis.
TOOLKITPython · Alpha Research · Market Microstructure · Backtesting
MYR · Private Investment Fund
Quantitative Researcher · Intern
Aug 2024 – Jul 2025Montpellier, France
Researched microprice, order-book imbalance and realized-volatility signals across 12 perpetual markets on L1/L2/L3 data.
Quantified adverse selection through markout and P&L attribution to drive volatility-dependent quoting.
Contributed to a strategy ranked top-3 in the venue's market-maker program on quoted spread, uptime, size and volume.
Managed inventory and delta risk by arbitraging spread capture against hedging costs, funding and residual exposure.
Built research pipelines aggregating 5 years of second- and minute-level order-book and trade data to test fees, FIFO queue priority and inventory constraints.
Built 24/7 Python monitoring on REST and WebSocket feeds with automated alerts and sub-100 ms detect-to-requote reaction.
